Mirvac Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.33% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 14.43 | |
| 0.0353 | 17.54 | |
| 0.9366 | 737.50 | |
| 0.0507 | 11.07 |
Estimation Period:
Jun 18, 1999 to Jan 30, 2026
Jun 18, 1999 to Jan 30, 2026
News Impact Curve
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